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UID:www.tcs.tifr.res.in/event/302
DTSTAMP:20230914T125918Z
SUMMARY:The Multiplicative Weights Method and Application to Solving LPs
DESCRIPTION:Speaker: Rakesh Venkat\n\nAbstract: \nConsider $n$ 'experts' pr
 edicting the outcome of\, say\, the stock market\, with errors. At the sta
 rt of every day\, they make a prediction of whether the market is going up
  or down\, and then the actual outcome is revealed to us at the end of the
  day. We are then free to choose the experts we trust for the next day. Th
 e Multiplicative Weights Method is a simple yet powerful method that gives
  us a way to assign importance to these experts at every round so that ove
 r a period of ln n days\, the fraction of errors we make is close to that 
 of the best expert.\nSurprisingly\, this method has been used to solve cer
 tain kinds of LP relaxations of combinatorial optimization problems faster
  than that of a general LP solver. Further\, it has been generalized to SD
 Ps and SDP-bsed algorithms as well.\nWe shall see a proof of correctness o
 f the Multiplicative Weights method\, and the application to solving LPs.\
 n
URL:https://www.tcs.tifr.res.in/web/events/302
DTSTART;TZID=Asia/Kolkata:20120831T150000
DTEND;TZID=Asia/Kolkata:20120831T163000
LOCATION:A-212 (STCS Seminar Room)
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